International Journal of Applied Mathematics, Computational Science and Systems Engineering
E-ISSN: 2766-9823
Volume 6, 2024
Estimation Algorithms via Kalman Filter Gain
Author:
Abstract: Estimation algorithms using Kalman filter gain are proposed. Kalman filter gain is computed at each iteration through auxiliary quantities. The proposed estimation algorithm is faster than the traditional Kalman filter for time invariant systems, is equal fast to the traditional Kalman filter for steady state case and can be faster than the traditional Kalman filter for time varying systems, depending on the model dimensions.